Sharp mean-square regularity results for SPDEs with fractional noise and optimal convergence rates for the numerical approximations
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Publication:2359763
DOI10.1007/s10543-016-0639-4zbMath1367.60092arXiv1605.04388OpenAlexW2399330746MaRDI QIDQ2359763
Fengze Jiang, Rui-sheng Qi, Xiao-Jie Wang
Publication date: 22 June 2017
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.04388
regularityfractional Brownian motionstrong approximationoptimal convergence ratesparabolic stochastic PDEs
Fractional processes, including fractional Brownian motion (60G22) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Computational methods for stochastic equations (aspects of stochastic analysis) (60H35) Numerical solutions to stochastic differential and integral equations (65C30)
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